# Copyright 2019 DeepMind Technologies Limited. All Rights Reserved.
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# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
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#     http://www.apache.org/licenses/LICENSE-2.0
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# ==============================================================================
"""Linear algebra utilities used in optimisation."""

import functools
from typing import Callable, Optional, Union

import chex
import jax
from jax import lax
import jax.numpy as jnp
from optax import tree_utils as otu
from optax._src import base
from optax._src import numerics


def _normalize_tree(x):
  # divide by the L2 norm of the tree weights.
  return otu.tree_scalar_mul(1.0 / otu.tree_l2_norm(x), x)


def global_norm(updates: base.PyTree) -> chex.Array:
  """Compute the global norm across a nested structure of tensors."""
  return jnp.sqrt(sum(
      jnp.sum(numerics.abs_sq(x)) for x in jax.tree_util.tree_leaves(updates)))


def _power_iteration_cond_fun(error_tolerance, num_iters, loop_vars):
  normalized_eigvec, unnormalized_eigvec, eig, iter_num = loop_vars
  residual = otu.tree_sub(
      unnormalized_eigvec, otu.tree_scalar_mul(eig, normalized_eigvec)
  )
  residual_norm = otu.tree_l2_norm(residual)
  converged = jnp.abs(residual_norm / eig) < error_tolerance
  return ~converged & (iter_num < num_iters)


def power_iteration(
    matrix: Union[chex.Array, Callable[[chex.ArrayTree], chex.ArrayTree]],
    *,
    v0: Optional[chex.ArrayTree] = None,
    num_iters: int = 100,
    error_tolerance: float = 1e-6,
    precision: lax.Precision = lax.Precision.HIGHEST,
    key: Optional[chex.PRNGKey] = None,
) -> tuple[chex.Numeric, chex.ArrayTree]:
  r"""Power iteration algorithm.

  This algorithm computes the dominant eigenvalue and its associated eigenvector
  of a diagonalizable matrix. This matrix can be given as an array or as a
  callable implementing a matrix-vector product.

  References:
    Wikipedia contributors. `Power iteration
    <https://en.wikipedia.org/w/index.php?tit0le=Power_iteration>`_.

  Args:
    matrix: a square matrix, either as an array or a callable implementing a
      matrix-vector product.
    v0: initial vector approximating the dominiant eigenvector. If ``matrix``
      is an array of size (n, n), v0 must be a vector of size (n,). If instead
      ``matrix`` is a callable, then v0 must be a tree with the same structure
      as the input of this callable. If this argument is None and ``matrix`` is
      an array, then a random vector sampled from a uniform distribution in
      [-1, 1] is used as initial vector.
    num_iters: Number of power iterations.
    error_tolerance: Iterative exit condition. The procedure stops when the
      relative error of the estimate of the dominant eigenvalue is below this
      threshold.
    precision: precision XLA related flag, the available options are: a)
      lax.Precision.DEFAULT (better step time, but not precise); b)
      lax.Precision.HIGH (increased precision, slower); c) lax.Precision.HIGHEST
      (best possible precision, slowest).
    key: random key for the initialization of ``v0`` when not given
      explicitly. When this argument is None, `jax.random.PRNGKey(0)` is used.

  Returns:
    A pair (eigenvalue, eigenvector), where eigenvalue is the dominant
    eigenvalue of ``matrix`` and eigenvector is its associated eigenvector.

  .. versionchanged:: 0.2.2
    ``matrix`` can be a callable. Reversed the order of the return parameters,
    from (eigenvector, eigenvalue) to (eigenvalue, eigenvector).
  """
  if callable(matrix):
    mvp = matrix
    if v0 is None:
      # v0 must be given as we don't know the underlying pytree structure.
      raise ValueError('v0 must be provided when `matrix` is a callable.')
  else:
    mvp = lambda v: jnp.matmul(matrix, v, precision=precision)
    if v0 is None:
      if key is None:
        key = jax.random.PRNGKey(0)
      # v0 is uniformly distributed in [-1, 1]
      v0 = jax.random.uniform(
          key,
          shape=matrix.shape[-1:],
          dtype=matrix.dtype,
          minval=-1.0,
          maxval=1.0,
      )

  v0 = _normalize_tree(v0)

  cond_fun = functools.partial(
      _power_iteration_cond_fun,
      error_tolerance,
      num_iters,
  )

  def _body_fun(loop_vars):
    _, z, _, iter_num = loop_vars
    eigvec = _normalize_tree(z)
    z = mvp(eigvec)
    eig = otu.tree_vdot(eigvec, z)
    return eigvec, z, eig, iter_num + 1

  init_vars = (v0, mvp(v0), jnp.asarray(0.0), jnp.asarray(0))
  _, unormalized_eigenvector, dominant_eigenvalue, _ = (
      jax.lax.while_loop(cond_fun, _body_fun, init_vars)
  )
  normalized_eigenvector = _normalize_tree(unormalized_eigenvector)
  return dominant_eigenvalue, normalized_eigenvector


def matrix_inverse_pth_root(matrix: chex.Array,
                            p: int,
                            num_iters: int = 100,
                            ridge_epsilon: float = 1e-6,
                            error_tolerance: float = 1e-6,
                            precision: lax.Precision = lax.Precision.HIGHEST):
  """Computes `matrix^(-1/p)`, where `p` is a positive integer.

  This function uses the Coupled newton iterations algorithm for
  the computation of a matrix's inverse pth root.


  References:
    [Functions of Matrices, Theory and Computation,
     Nicholas J Higham, Pg 184, Eq 7.18](
     https://epubs.siam.org/doi/book/10.1137/1.9780898717778)

  Args:
    matrix: the symmetric PSD matrix whose power it to be computed
    p: exponent, for p a positive integer.
    num_iters: Maximum number of iterations.
    ridge_epsilon: Ridge epsilon added to make the matrix positive definite.
    error_tolerance: Error indicator, useful for early termination.
    precision: precision XLA related flag, the available options are:
      a) lax.Precision.DEFAULT (better step time, but not precise);
      b) lax.Precision.HIGH (increased precision, slower);
      c) lax.Precision.HIGHEST (best possible precision, slowest).

  Returns:
    matrix^(-1/p)
  """

  # We use float32 for the matrix inverse pth root.
  # Switch to f64 if you have hardware that supports it.
  matrix_size = matrix.shape[0]
  alpha = jnp.asarray(-1.0 / p, jnp.float32)
  identity = jnp.eye(matrix_size, dtype=jnp.float32)
  max_ev, _ = power_iteration(
      matrix=matrix, num_iters=100,
      error_tolerance=1e-6, precision=precision)
  ridge_epsilon = ridge_epsilon * jnp.maximum(max_ev, 1e-16)

  def _unrolled_mat_pow_1(mat_m):
    """Computes mat_m^1."""
    return mat_m

  def _unrolled_mat_pow_2(mat_m):
    """Computes mat_m^2."""
    return jnp.matmul(mat_m, mat_m, precision=precision)

  def _unrolled_mat_pow_4(mat_m):
    """Computes mat_m^4."""
    mat_pow_2 = _unrolled_mat_pow_2(mat_m)
    return jnp.matmul(
        mat_pow_2, mat_pow_2, precision=precision)

  def _unrolled_mat_pow_8(mat_m):
    """Computes mat_m^4."""
    mat_pow_4 = _unrolled_mat_pow_4(mat_m)
    return jnp.matmul(
        mat_pow_4, mat_pow_4, precision=precision)

  def mat_power(mat_m, p):
    """Computes mat_m^p, for p == 1, 2, 4 or 8.

    Args:
      mat_m: a square matrix
      p: a positive integer

    Returns:
      mat_m^p
    """
    # We unrolled the loop for performance reasons.
    exponent = jnp.round(jnp.log2(p))
    return lax.switch(
        jnp.asarray(exponent, jnp.int32), [
            _unrolled_mat_pow_1,
            _unrolled_mat_pow_2,
            _unrolled_mat_pow_4,
            _unrolled_mat_pow_8,
        ], (mat_m))

  def _iter_condition(state):
    (i, unused_mat_m, unused_mat_h, unused_old_mat_h, error,
     run_step) = state
    error_above_threshold = jnp.logical_and(
        error > error_tolerance, run_step)
    return jnp.logical_and(i < num_iters, error_above_threshold)

  def _iter_body(state):
    (i, mat_m, mat_h, unused_old_mat_h, error, unused_run_step) = state
    mat_m_i = (1 - alpha) * identity + alpha * mat_m
    new_mat_m = jnp.matmul(mat_power(mat_m_i, p), mat_m, precision=precision)
    new_mat_h = jnp.matmul(mat_h, mat_m_i, precision=precision)
    new_error = jnp.max(jnp.abs(new_mat_m - identity))
    # sometimes error increases after an iteration before decreasing and
    # converging. 1.2 factor is used to bound the maximal allowed increase.
    return (i + 1, new_mat_m, new_mat_h, mat_h, new_error,
            new_error < error * 1.2)

  if matrix_size == 1:
    resultant_mat_h = (matrix + ridge_epsilon)**alpha
    error = 0
  else:
    damped_matrix = matrix + ridge_epsilon * identity

    z = (1 + p) / (2 * jnp.linalg.norm(damped_matrix))
    new_mat_m_0 = damped_matrix * z
    new_error = jnp.max(jnp.abs(new_mat_m_0 - identity))
    new_mat_h_0 = identity * jnp.power(z, 1.0 / p)
    init_state = tuple(
        [0, new_mat_m_0, new_mat_h_0, new_mat_h_0, new_error, True])
    _, mat_m, mat_h, old_mat_h, error, convergence = lax.while_loop(
        _iter_condition, _iter_body, init_state)
    error = jnp.max(jnp.abs(mat_m - identity))
    is_converged = jnp.asarray(convergence, old_mat_h.dtype)
    resultant_mat_h = is_converged * mat_h + (1 - is_converged) * old_mat_h
    resultant_mat_h = jnp.asarray(resultant_mat_h, matrix.dtype)
  return resultant_mat_h, error